Applications of Hilbert-Huang transform to non-stationary financial time series analysis

2003 ◽  
Vol 19 (3) ◽  
pp. 245-268 ◽  
Author(s):  
Norden E. Huang ◽  
Man-Li Wu ◽  
Wendong Qu ◽  
Steven R. Long ◽  
Samuel S. P. Shen
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Financial Time Series ◽  
Hilbert Huang Transform ◽  
Financial Time ◽  
Series Analysis

scholarly journals Bayesian Compressed Vector Autoregression for Financial Time-Series Analysis and Forecasting

IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 16777-16786 ◽  
Author(s):  
Paponpat Taveeapiradeecharoen ◽  
Kosin Chamnongthai ◽  
Nattapol Aunsri
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Vector Autoregression ◽  
Financial Time Series ◽  
Financial Time ◽  
Series Analysis
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